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Explore risk bounds for the marginal expected shortfall under dependence uncertainty in this 21-minute lecture by Jinghui Chen from the University of Toronto and York University. Delve into advanced concepts of financial risk management and statistical analysis as presented at the Fields Institute on September 27, 2024. Gain insights into the latest research on quantifying and managing financial risks in uncertain market conditions.
Syllabus
Risk bounds for the marginal expected shortfall under dependence uncertainty
Taught by
Fields Institute